Monthly Archives: January 2014

iM-Best Combo3: Best(SPY-SH) + Best1(Sector SPDR) + Best(SSO-TLT)

Using our three ETF models, Best(SPY-SH), Best1(Select SPDR) and Best(SSO-TLT) equal weighted in a combination model, we demonstrate that the combo would have produced high annualized returns of 34.3% with a low drawdown of -12.9% and low volatility. Additionally, due to the very high liquidity of its component ETFs, the combo could support a huge portfolio size.

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With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
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